StockFetcher Forums · General Discussion · my holygrail<< 1 2 3 4 >>Post Follow-up
traderblues
195 posts
msg #48685
- Ignore traderblues
modified		 12/17/2006 1:15:03 PM

The bad part of my backtest is the $1,000,000+ drawdown between 9/28/05 and 10/20/05. I'd probably be drinking heavily toward the end of that period.



traderblues
195 posts
msg #48686
- Ignore traderblues		 12/17/2006 1:19:58 PM

Muddy,

So many ways to make money. Most people just don't belive that, and that's why they fail. All a person needs to do is find a better than mediocre method, and truly believe. That's it.




TheRumpledOne
6,411 posts
msg #48691
- Ignore TheRumpledOne
modified		 12/17/2006 8:17:57 PM

Fetcher[
/* Muddy Fast K Selection Criteria */

show stocks where fast stochastic fast %k(14) is below 10
and volume is above 400000
and close is between 1 and 10

/* ENHANCED TREND DISPLAY */

set{T10, count(10 day slope of the close above 0,1)}
set{T60, count(60 day slope of the close above 0,1)}
set{T200, count(200 day slope of the close above 0,1)}

Set{a1, T200 * 1}
Set{a2, T60 * 10}
Set{a3, T10 * 100}

Set{aa, a1 + a2}
Set{TREND, aa + a3}
set{T10a,days(10 day slope of the close below 0, 100)}
set{T60a,days(60 day slope of the close below 0, 100)}
set{T200a,days(200 day slope of the close below 0, 100)}

set{xBB1, count(HIGH crossed above the upper bollinger band (20),1) - count(LOW crossed below the lower bollinger band (20),1)}

set{xBB2, count(close above the upper bollinger band (20),1) - count(close below the lower bollinger band (20),1)}

set{xBB, xBB1 + xBB2}

set{xLR1, count(HIGH crossed above the top linear regression line(60),1) - count(LOW crossed below the bottom linear regression line(60),1)}

set{xLR2, count(close above the top linear regression line(60),1) - count(close below the bottom linear regression line(60),1)}

set{xLR, xLR1 + xLR2}


ADD COLUMN TREND
/*
ADD COLUMN TREND 1 day ago {T1ago}
ADD COLUMN T10a
ADD COLUMN T60a
ADD COLUMN T200a
*/

draw T10a
draw T60a on plot t10a
draw T200a on plot t10a


/* enter your Upper Limit criteria */
set{UpperLim, High 2 week High}

/* enter your Lower Limit criteria */
set{LowerLim, Low 2 week Low}

set{LimDiff, UpperLim minus LowerLim}
set{PPDiff, CLOSE minus LowerLim}
set{PPDiv, PPDiff / LimDiff}
set{BallOn, PPDiv * 100}

set{PCT, LimDiff / LowerLim}

set{HiOp,high - open}
set{OpLo, open - low}

set{CCb,days(close is above close 1 day ago,100)}
set{CCa,days(close is below close 1 day ago,100)}
set{ClxCl, CCa - CCb}

set{VolUp, days(volume is below volume 1 day ago,100)}
set{VolDn, days(volume is above volume 1 day ago,100)}
set{VlXvl, VolUp - VolDn}

set{vck1, volume 1 day ago }
set{vck, volume / vck1 }
set{vdbl, days(vck < 2, 100)}

set{BTSize, close - low}

/* column display */

add column HiOp
add column OpLo

and add column clxcl
and add column VlXvl
and add column Vdbl

add column UpperLim
add column LowerLim
add column BallOn

and add column xBB {BBxOver}
and add column xLR {LRxOver}
and add column BTsize

add column industry
add column sector

/* PLOTS */

draw UpperLim on plot price
draw LowerLim on plot price

Sort column 5 descending
]



This filter has the Muddy Fast K selection criteria.

I noticed on the website that many of the stocks were below the lower Bolinger Band and/or lower linear regression lines. So I included those columns, as well as, the bottom tail size column... See Muddy, I learned a few of your tricks!

Use a date offset of 2 and then try this...

SORT on the BBXover column. Notice anything in the performance column?

SORT on the INDUSTRY column. Notice anything in the performance column?

We still have to REVERSE ENGINEER the other "filter's results". I have an idea that may make it easy but I'll have to use TradeStation to do it.









peacock
16 posts
msg #48732
- Ignore peacock		 12/21/2006 7:41:34 AM

More food for thought.

http://biz.yahoo.com/tm/061220/15220.html
sadelb
12 posts
msg #48773
- Ignore sadelb
modified		 12/24/2006 3:22:46 PM

maxxam, how consistent is this website. How do they do when there is a bear market. I would like to see their performance for the whole year.



lockwhiz
206 posts
msg #48900
- Ignore lockwhiz		 1/2/2007 9:36:56 PM

TRO,
What screen / filter are you planning with TradeStation ?

TS sounds great ...I often see articles/code in S+C magazine,... but, for me, the really basic screens work.... (with some manual chart screening). I am curious to see what you come up with, with TS. ... or what direction or attribute you are tracking. It really is a wide open start....
TheRumpledOne
6,411 posts
msg #48902
- Ignore TheRumpledOne
modified		 1/3/2007 9:04:37 AM

lockwhiz:

1) I never used TradeStation(TS) for filtering/screening - that's what StockFetcher is for.

2) I have been banned from TS since last April. So I no longer can post there. I post on www.kreslik.com. That's where you can find my latest work.

3) I have coded hundreds of indicators so the toolbox is well stocked. You have to select the proper tool for the job.

4) By now, most people know I "milk the cows". Look for that thread and indicators.

HTH.



janeiro
25 posts
msg #48898
- Ignore janeiro
modified		 1/3/2007 6:03:02 PM

Comment removed






wallman
299 posts
msg #48899
- Ignore wallman
modified		 1/3/2007 7:51:34 PM
lockwhiz
206 posts
msg #48901
- Ignore lockwhiz
modified		 1/3/2007 9:42:40 PM
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